COVID-19 Updates and Visitor Protocols

Read the latest updates from Renison University College on the COVID-19 updates page, including important information for Visitors to Renison.

Due to the COVID-19 Omicron variant, the Renison English Language Institute Office (REN 1930) will be closed for visitors from January 1 and re-open in person on January 27. However, our staff is available to support you virtually with any questions. If you are a future student, please visit our Contact page for more information. If you are a current student, please visit our Meet-ups webpage.  

For the Winter 2022 term, ELI programs will return to an in-person format. However, classes will not be available in person until January 27. Learn more about our in-person and online program offerings.

Events by date

Thursday, January 21, 2016

Thursday, January 21, 2016 — 4:00 PM EST

Arbitrage and hedging with American options

We consider a financial market in discrete time where stocks are available for dynamic trading, and liquid American options are available for static trading. We assume that the American options are infinitely divisible, and can only be bought but not sold. We establish the fundamental theorem of asset pricing and the dualities for the hedging prices of European and American options, for both the case without model ambiguity and the case with non-dominated model uncertainty.

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